Compendium › Reversion › IWM
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
IWM
Alpaca Tradeable

Reversion's Analysis

Last 3 Months: 2026-02-06 to present • 4 trades in period

+5.62%
Last 3 Months Return
$9,726.62
Current Value
50%
Win Rate
$9,208.88
Period Start
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PHASE 0: RANGING
Signals generated 2026-05-06 08:30:27

No strong directional signal. Monitor for regime shift.

Fear & Greed
46
Fear
VIX
17.0
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.51%
STEEP
HY Spread
2.77
CALM
🌍 Kp Index
🔴 1.7
Storm
⛈️ 4 storm days in 7d
RSI(14)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

8
Lifetime
Confidence: 71%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.1/15
Profit Factor
0.0/15
Consistency
5.6/10
Raw Quality 11.7/100
× Confidence 0.71 = 8.3

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (71%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency (Last 3 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,866
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-05
Trading Days
61 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary (Last 3 Months)

Period Start Capital
$9,208.88
Current Value
$9,726.62
Period P&L
$517.74
Max Drawdown
-10.2%
Sharpe Ratio
0.61

Trade Statistics (Last 3 Months)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+3.87%
Worst Trade
-1.39%
Avg Trade Return
+1.40%
Avg Hold Time
11d

💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$73,298.50
Estimated Fees
$0.00
Gross P&L
$517.74
Net P&L (after fees)
$517.74
Gross Return
+5.62%
Net Return (after fees)
+5.62%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 IWM Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 61 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last 3 Months - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,208.88 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY Mar 6, 2026 9:30am ET $251.21 36 $9,043.56 — — —
🔴 SELL Mar 16, 2026 10:30am ET $250.30 36 $9,010.80 $9,176.12 $-32.76
(-0.4%) 		⏰ 30 Day Max
10d held
2 🟢 BUY Mar 18, 2026 9:30am ET $248.54 36 $8,947.44 — — —
🔴 SELL Mar 30, 2026 9:30am ET $245.09 36 $8,823.24 $9,051.92 $-124.20
(-1.4%) 		⏰ 30 Day Max
12d held
3 🟢 BUY Apr 1, 2026 2:05pm ET $250.83 36 $9,029.88 — — —
🔴 SELL Apr 13, 2026 9:30am ET $260.53 36 $9,379.08 $9,401.12 +$349.20
(+3.9%) 		⏰ 30 Day Max
11.8d held
4 🟢 BUY Apr 14, 2026 2:25pm ET $267.70 35 $9,369.50 — — —
🔴 SELL Apr 24, 2026 2:25pm ET $277.00 35 $9,695.00 $9,726.62 +$325.50
(+3.5%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,726.62
Net Profit/Loss: $-273.38
Total Return: -2.73%
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